PCA Index Dashboard Examples

This script was last run at 2024-03-14 19:54:44.613768+00:00 (UTC)
In US/Central Time, this is 2024-03-14 14:54:44.613768-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897690	-0.476285	0.085432	-0.007212	0.545913	0.254925
1997-01-03	-0.885982	-0.476285	-0.156334	0.008310	0.745467	0.205777
1997-01-06	-0.882079	-0.476285	-0.064920	-0.014974	0.778341	0.269707
1997-01-07	-0.882079	-0.455454	-0.129872	-0.046018	0.837960	0.383300
1997-01-08	-0.893787	-0.455454	-0.022821	-0.084823	0.786001	0.496501
...	...	...	...	...	...	...
2024-03-07	-0.815733	-1.497026	-0.720455	1.808880	1.132807	-0.250832
2024-03-08	-0.819636	-1.476194	-0.684370	1.870969	1.023027	-0.227843
2024-03-11	-0.819636	-1.497026	-0.626635	1.870969	0.924728	-0.175524
2024-03-12	-0.843052	-1.507441	-0.792624	1.816641	1.034751	0.037323
2024-03-13	-0.862566	-1.507441	-0.803449	1.816641	1.065222	0.037323

7186 rows × 6 columns

../_images/cbe9a14a6afa5dd373748c81fbdc3fadf41354dc2b458fb689dbce5803a8f9ad.png

pc1

DATE
1997-01-02   -0.579366
1997-01-03   -0.685582
1997-01-06   -0.668461
1997-01-07   -0.704852
1997-01-08   -0.674493
                ...   
2024-03-07   -1.532058
2024-03-08   -1.511197
2024-03-11   -1.486756
2024-03-12   -1.590565
2024-03-13   -1.607237
Name: PC1, Length: 7186, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

../_images/08b9d9c203038b15d96eaf603c9ac817d1f1dc0f78218c436d726a95671de3e8.png

fig = px.line(pc1)
fig.show()

../_images/6c26c12b092e55fcda53a9755f3c83e5df090eb8d3c9dce8cbaba792c735dc28.png

PCA Index Dashboard Examples#